Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.80% | 103.04 % | 103.87 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'311 CHF | 259'386 CHF | 100.00% | 100.00% |
13.05.2024 | 0.80% | 102.97 % | 103.80 % | 250'000 | 250'000 | 250'000 | 250'000 | 257'383 CHF | 259'458 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 102.85 % | 103.68 % | 250'000 | 250'000 | 250'000 | 250'000 | 256'875 CHF | 258'943 CHF | 100.00% | 100.00% |
08.05.2024 | 0.80% | 102.29 % | 103.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 255'594 CHF | 257'644 CHF | 100.00% | 100.00% |
07.05.2024 | 0.80% | 102.04 % | 102.86 % | 250'000 | 250'000 | 250'000 | 250'000 | 254'584 CHF | 256'634 CHF | 100.00% | 100.00% |
06.05.2024 | 0.80% | 101.38 % | 102.19 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'591 CHF | 255'627 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 101.18 % | 101.99 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'869 CHF | 254'894 CHF | 99.74% | 99.74% |
02.05.2024 | 0.80% | 100.95 % | 101.76 % | 250'000 | 250'000 | 250'000 | 250'000 | 252'805 CHF | 254'830 CHF | 100.00% | 100.00% |
30.04.2024 | 0.80% | 101.24 % | 102.05 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'354 CHF | 255'379 CHF | 100.00% | 100.00% |
29.04.2024 | 0.80% | 101.43 % | 102.24 % | 250'000 | 250'000 | 250'000 | 250'000 | 253'944 CHF | 255'993 CHF | 100.00% | 100.00% |